Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.618 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49420.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45358.85 Kr¶

PnL: ---------------------------------------> 302.85 Kr¶

DD now: ---------------------------------> -6.966 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:22:52.095383'

Anic Portfolio¶

Today¶

Return: 1.119 %¶

This Week¶

Return: 0.237 %¶

Total portfolio value¶

Return including deposits: 61.789 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.460000 1668.420000 199.420000 13.580000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 5.860000 2177.100000 134.100000 6.560000 2043.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
Atrium Ljungberg B 5 4.360000 994.000000 59.000000 6.310000 935.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 3.180000 894.400000 40.400000 4.730000 854.000000
JM 6 3.010000 904.200000 40.200000 4.650000 864.000000
Catena 2 3.340000 830.000000 38.000000 4.800000 792.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Hexatronic Group 12 1.910000 986.640000 19.640000 2.030000 966.999996
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
BioGaia B 8 1.200000 945.600000 15.600000 1.680000 930.000000
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
EQT 4 -0.050000 827.600000 -4.400000 -0.530000 832.000000
OX2 13 0.280000 943.150000 -6.850000 -0.720000 949.999999
Biotage 7 -1.260000 931.000000 -10.000000 -1.060000 940.999997
ASSA ABLOY B 3 -1.120000 767.100000 -11.900000 -1.530000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
VEF 909 0.100000 1819.820000 -30.180000 -1.630000 1850.000436
SKF B 5 -2.440000 909.250000 -30.750000 -3.270000 940.000000
Addnode Group B 11 -1.650000 886.600000 -34.400000 -3.740000 921.000003
Latour B 4 -0.540000 813.600000 -43.400000 -5.060000 857.000000
Indutrade 5 0.990000 1172.500000 -45.500000 -3.740000 1218.000000
Vitec Software Group B 2 -0.380000 1038.000000 -49.000000 -4.510000 1087.000000
Hexagon B 26 0.350000 3402.100000 -58.900000 -1.700000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.860000 1380.310000 -78.690000 -5.390000 1458.999989
Bufab 3 -2.170000 1030.200000 -78.800000 -7.110000 1109.000001
TOTAL 45361.020000 305.020000 -6.96178% 45056.000411

Updated:¶

'2023-07-04 12:21:18.268671'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶